Well that is the best way to die and a sure ticket to Heaven without a stay in purgatory so it is a good thing. I think saints have prayed for this grace in the past. I remember reading that St. Francis really wanted to be martyred but it wasn't to be.
This reveals some of the simplistic thinking which leads to such fantasies.
"ticket to Heaven". Salvation is from the grace of God, not our own acts. Purgatory is not a bad thing either.
The Circuмcellions would be good to study on this matter.
Everybody dies. The holiness of a martyr's death is not an accident. Treating it as an accident, a free pass, a ticket, is wrong thinking and it will lead to error. Naturally, most people do not pursue this thinking too far, and it remains just a common occasional fantasy, but it is the surface of something dangerous.
Being will to pick up one's cross and follow Christ, to suffer life in this world, to be reborn in the spirit, are what are good.